-10.9%
OTIS vs PCOR
-14.4%
+3.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | 0.0% |
| 7D | -0.7% | -9.0% | +8.2% | 0.0% |
| 30D | -2.0% | +4.2% | -6.2% | -2.4% |
| 3M | +2.6% | +14.4% | -11.9% | +1.1% |
| 6M | -20.9% | +0.2% | -21.1% | -21.5% |
| YTD | -17.1% | -20.3% | +3.1% | -15.9% |
| 1Y | -15.9% | -16.1% | +0.2% | -15.4% |
| All | -10.9% | -14.4% | +3.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling